Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
6,355.0 |
6,340.5 |
-14.5 |
-0.2% |
6,604.5 |
High |
6,390.5 |
6,398.5 |
8.0 |
0.1% |
6,615.0 |
Low |
6,265.0 |
6,303.0 |
38.0 |
0.6% |
6,453.0 |
Close |
6,306.0 |
6,347.0 |
41.0 |
0.7% |
6,486.5 |
Range |
125.5 |
95.5 |
-30.0 |
-23.9% |
162.0 |
ATR |
105.0 |
104.3 |
-0.7 |
-0.6% |
0.0 |
Volume |
145,422 |
101,295 |
-44,127 |
-30.3% |
209,415 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,636.0 |
6,587.0 |
6,399.5 |
|
R3 |
6,540.5 |
6,491.5 |
6,373.5 |
|
R2 |
6,445.0 |
6,445.0 |
6,364.5 |
|
R1 |
6,396.0 |
6,396.0 |
6,356.0 |
6,420.5 |
PP |
6,349.5 |
6,349.5 |
6,349.5 |
6,362.0 |
S1 |
6,300.5 |
6,300.5 |
6,338.0 |
6,325.0 |
S2 |
6,254.0 |
6,254.0 |
6,329.5 |
|
S3 |
6,158.5 |
6,205.0 |
6,320.5 |
|
S4 |
6,063.0 |
6,109.5 |
6,294.5 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.0 |
6,907.5 |
6,575.5 |
|
R3 |
6,842.0 |
6,745.5 |
6,531.0 |
|
R2 |
6,680.0 |
6,680.0 |
6,516.0 |
|
R1 |
6,583.5 |
6,583.5 |
6,501.5 |
6,551.0 |
PP |
6,518.0 |
6,518.0 |
6,518.0 |
6,502.0 |
S1 |
6,421.5 |
6,421.5 |
6,471.5 |
6,389.0 |
S2 |
6,356.0 |
6,356.0 |
6,457.0 |
|
S3 |
6,194.0 |
6,259.5 |
6,442.0 |
|
S4 |
6,032.0 |
6,097.5 |
6,397.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,559.0 |
6,265.0 |
294.0 |
4.6% |
111.5 |
1.8% |
28% |
False |
False |
91,285 |
10 |
6,615.0 |
6,265.0 |
350.0 |
5.5% |
86.5 |
1.4% |
23% |
False |
False |
71,079 |
20 |
6,679.0 |
6,068.0 |
611.0 |
9.6% |
119.0 |
1.9% |
46% |
False |
False |
73,108 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.2% |
78.5 |
1.2% |
43% |
False |
False |
36,888 |
60 |
6,715.0 |
6,010.0 |
705.0 |
11.1% |
70.5 |
1.1% |
48% |
False |
False |
24,662 |
80 |
6,766.0 |
6,010.0 |
756.0 |
11.9% |
59.0 |
0.9% |
45% |
False |
False |
18,500 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.6% |
48.5 |
0.8% |
42% |
False |
False |
14,803 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.6% |
41.5 |
0.7% |
42% |
False |
False |
12,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,804.5 |
2.618 |
6,648.5 |
1.618 |
6,553.0 |
1.000 |
6,494.0 |
0.618 |
6,457.5 |
HIGH |
6,398.5 |
0.618 |
6,362.0 |
0.500 |
6,351.0 |
0.382 |
6,339.5 |
LOW |
6,303.0 |
0.618 |
6,244.0 |
1.000 |
6,207.5 |
1.618 |
6,148.5 |
2.618 |
6,053.0 |
4.250 |
5,897.0 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
6,351.0 |
6,392.0 |
PP |
6,349.5 |
6,377.0 |
S1 |
6,348.0 |
6,362.0 |
|